PCA Index Dashboard Examples#
This script was last run at 2024-03-20 20:39:45.535234+00:00 (UTC)
In US/Central Time, this is 2024-03-20 15:39:45.535234-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897268 | -0.475306 | 0.085857 | -0.008142 | 0.545527 | 0.254633 |
| 1997-01-03 | -0.885560 | -0.475306 | -0.155939 | 0.007372 | 0.745102 | 0.205475 |
| 1997-01-06 | -0.881657 | -0.475306 | -0.064514 | -0.015899 | 0.777978 | 0.269417 |
| 1997-01-07 | -0.881657 | -0.454481 | -0.129474 | -0.046928 | 0.837603 | 0.383031 |
| 1997-01-08 | -0.893366 | -0.454481 | -0.022410 | -0.085714 | 0.785640 | 0.496252 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-13 | -0.862142 | -1.506122 | -0.803134 | 1.760490 | 1.064888 | 0.153938 |
| 2024-03-14 | -0.862142 | -1.474885 | -0.724941 | 1.760490 | 0.887820 | 0.499629 |
| 2024-03-15 | -0.858239 | -1.495710 | -0.723738 | 1.690676 | 0.831834 | 0.578916 |
| 2024-03-18 | -0.869948 | -1.474885 | -0.733362 | 1.651890 | 0.714548 | 0.682781 |
| 2024-03-19 | -0.881657 | -1.464473 | -0.794713 | 1.659647 | 0.739123 | 0.558697 |
7190 rows × 6 columns
pc1
DATE
1997-01-02 -0.578215
1997-01-03 -0.684377
1997-01-06 -0.667276
1997-01-07 -0.703656
1997-01-08 -0.673319
...
2024-03-13 -1.611239
2024-03-14 -1.594040
2024-03-15 -1.582200
2024-03-18 -1.565378
2024-03-19 -1.573091
Name: PC1, Length: 7190, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()